SSRNTrading, Microstructure & Execution
Dynamic Margining Long/Short Equity Trading Strategies
A quantitative model calculates dynamic margin for long/short portfolios, considering factors like stock beta and hedge funds' ratings.
Featured in No. 5 on 28 Jun 2023 · 4 days after release · 0 citations today
- Released
- 24 Jun 2023
- First featured
- No. 5 · 28 Jun 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- SSRN 4486606
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).